Search Results for author: Achille Thin

Found 6 papers, 3 papers with code

NEO: Non Equilibrium Sampling on the Orbits of a Deterministic Transform

1 code implementation NeurIPS 2021 Achille Thin, Yazid Janati El Idrissi, Sylvain Le Corff, Charles Ollion, Eric Moulines, Arnaud Doucet, Alain Durmus, Christian Robert

Sampling from a complex distribution $\pi$ and approximating its intractable normalizing constant $\mathrm{Z}$ are challenging problems.

Ex$^2$MCMC: Sampling through Exploration Exploitation

no code implementations4 Nov 2021 Evgeny Lagutin, Daniil Selikhanovych, Achille Thin, Sergey Samsonov, Alexey Naumov, Denis Belomestny, Maxim Panov, Eric Moulines

We develop an Explore-Exploit Markov chain Monte Carlo algorithm ($\operatorname{Ex^2MCMC}$) that combines multiple global proposals and local moves.

Monte Carlo Variational Auto-Encoders

1 code implementation30 Jun 2021 Achille Thin, Nikita Kotelevskii, Arnaud Doucet, Alain Durmus, Eric Moulines, Maxim Panov

Variational auto-encoders (VAE) are popular deep latent variable models which are trained by maximizing an Evidence Lower Bound (ELBO).

NEO: Non Equilibrium Sampling on the Orbit of a Deterministic Transform

1 code implementation17 Mar 2021 Achille Thin, Yazid Janati, Sylvain Le Corff, Charles Ollion, Arnaud Doucet, Alain Durmus, Eric Moulines, Christian Robert

Sampling from a complex distribution $\pi$ and approximating its intractable normalizing constant Z are challenging problems.

Nonreversible MCMC from conditional invertible transforms: a complete recipe with convergence guarantees

no code implementations31 Dec 2020 Achille Thin, Nikita Kotelevskii, Christophe Andrieu, Alain Durmus, Eric Moulines, Maxim Panov

This paper fills the gap by developing general tools to ensure that a class of nonreversible Markov kernels, possibly relying on complex transforms, has the desired invariance property and leads to convergent algorithms.

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